Diversified Trader Index For September 2017 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Sep 2017 Min Inv Inception 97 Covenant Capital Management Optimal Program -24.96 10k 2/1/2014 96 Dreiss Research Corporation Diversified Program -15.30 1,000k 5/1/1991 95 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -11.26 50k 7/1/2011 94 Tomas Capital Pty Ltd GCAF | USD -11.04 1,500k 7/1/2011 93 Angle Capital Management LLC AIP Program -9.45 100k 1/1/2010 92 Estlander & Partners Alpha Trend II - Class P -9.00 100k 12/1/2008 91 Purple Valley Capital, Inc. Diversified Trend 1 -8.35 100k 8/1/2008 90 Glenhaven Capital LLC Glenhaven Global II LP -7.09 25k 4/1/2012 89 Kaiser Trading Group Kaiser Global Diversified Program - Class A -6.86 10,000k 3/1/1998 88 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -6.76 1,000k 10/1/2016 87 Candriam Investor Group Alternative Return Systemat -5.96 125k 1/1/2007 86 Melissinos Trading Eupatrid Global Trends -5.80 50k 1/1/2011 85 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.61 20,000k 5/1/2013 84 ISAM ISAM Systematic Trend Fund -5.16 1,000k 6/1/2001 83 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.16 1,000k 3/1/2003 82 Sandpiper Asset Management Sandpiper Global Macro Program -5.03 1,000k 8/1/2012 81 Aquantum Aquantum Global Systematic Program (AGS) -5.02 5,000k 7/1/2013 80 FORT LP Global Futures Program (formerly Global Diversified Classic) -4.94 10,000k 10/1/1993 79 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.76 5,000k 6/1/2010 78 Aspect Capital Aspect Diversified Fund - Class A (USD) -4.44 100k 12/1/1998 77 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.31 3,000k 5/1/2014 76 Emil van Essen Spread Trading Program Limited -4.23 5,000k 7/1/2013 75 Glider Trading LLP Glider Trading Strategy (Class C) -4.18 500k 9/1/2013 74 Qbasis Invest Qbasis i Trend Fund -4.18 1k 1/1/2014 73 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -4.10 250k 2/1/2016 72 FORT LP Fort Global Diversified -4.01 2,000k 10/1/1993 71 Silicon Valley Quantitative Advisors UQP Large -3.85 500k 1/1/2009 70 Quantica Capital AG 1X Quantica Managed Futures Fund -3.70 100k 1/1/2014 69 Prolific Capital Markets, LLC Prolific Swiss System -3.64 10,000k 1/1/2014 68 NuWave Investment Management, LLC NuWave Matrix Portfolio -3.30 3,000k 9/1/2015 67 Conquest Capital Group Conquest Select -3.14 250k 6/1/2004 66 Alee Capital Management, LLC Mistral Program -3.08 2,500k 1/1/1999 65 Qbasis Invest Qbasis All Trends UCITS Fund -3.08 100k 1/1/2016 64 Worldwide Capital Strategies Profit Quest Macro World -3.07 100k 1/1/2010 63 Alee Capital Management, LLC Poniente Program -3.02 2,500k 1/1/1999 62 Turning Wheel Capital, Inc. Pure Alpha -2.99 10,000k 1/1/2012 61 Chesapeake Capital Diversified Plus (HV) -2.94 100k 4/1/1994 60 FORT LP Fort Global Contrarian -2.93 2,000k 10/1/2002 59 EMC Capital Advisors, LLC EMC Alpha Program -2.87 5,000k 6/1/2013 58 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.86 1k 6/1/2009 57 Linnis Linnis ONE, LP -2.71 100k 8/1/2014 56 Estlander & Partners Freedom -2.27 20,000k 8/1/2010 55 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -2.16 1,000k 5/1/2014 54 Emil van Essen Multi-Strategy Program -2.13 6,000k 5/1/2014 53 Emil van Essen Long-Short Commodity Program - Accelerated -2.02 200k 5/1/2014 52 Robust Methods LLC Macro Managed Account -1.99 5,000k 1/1/2005 51 ROW Asset Managment Row Diversified Fund, L.P. -1.91 1,000k 11/1/2011 50 Garraway Capital Management LLP Garraway Financial Trends -1.84 100k 9/1/2012 49 Eclipse Capital Management Alpha Asia -1.80 25,000k 1/1/2015 48 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.76 250k 5/1/2011 47 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.75 1k 10/1/2006 46 Witter & Lester, Inc. Diversified Trading Program -1.70 100k 4/1/2013 45 Millburn Ridgefield Corporation Multi-Markets Program -1.67 25,000k 10/1/2004 44 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -1.55 500k 7/1/2013 43 Talenta Capital LLP Diversified -1.44 950k 6/1/2014 42 County Cork LLC County Cork Macro Equity Hedge -1.19 1,000k 2/1/2016 41 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.11 1,000k 3/1/2003 40 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.10 1,000k 1/1/2013 39 Crabel Capital Management WPD Crabel Futures Program -0.99 1,000k 7/1/2008 38 Emil van Essen EvE Systematic Commodity Opportunities -0.97 500k 5/1/2016 37 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.97 5,000k 9/1/2009 36 Future Trade AG Thales Swing Trading Programme -0.81 250k 6/1/2007 35 Metolius Capital LLC Metolius Enhanced Fund -0.69 40k 6/1/2015 34 Emil van Essen Long-Short Commodity Program -0.67 1,000k 6/1/2013 33 Independent View IV Quantitative Futures Fund -0.57 100k 11/1/2012 32 Commodities Analytics LLC Daily Analytics -0.46 100k 1/1/2014 31 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.42 3,000k 5/1/2010 30 Metolius Capital LLC Metolius Diversified -0.39 100k 6/1/2010 29 R Best LLC World Select Program -0.39 2,000k 4/1/2016 28 QTS Capital Management, LLC QTS Partners, L.P. -0.34 100k 1/1/2011 27 Tom Capital AG Tom Capital Growth Fund -0.30 5,000k 12/1/2015 26 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.27 10,000k 8/1/2009 25 Paradox Capital Management Sentiment Program (1X) -0.25 1,000k 1/1/2013 24 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.00 250k 7/1/2015 23 Bluegrass Capital Management Cross Market Bias Model 0.03 3,000k 7/1/2014 22 Valia Capital Management Global Tactical Program 0.11 200k 5/1/2014 21 DUNN Capital Management DUNN WMA Institutional Program 0.19 100k 10/1/2011 20 Non Correlated Capital Positive Theta Program 0.32 250k 10/1/2007 19 Eamon Capital Zephyr Program 0.65 600k 1/1/2016 18 Trigon Investment Advisors, LLC Discretionary Macro Program 0.67 10,000k 8/1/2007 17 Urban Tree Capital, LLC UTC Plus (Client) 0.80 100k 3/1/2013 16 Automaton Trading LLC Diversified 0.82 500k 7/1/2014 15 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.86 100k 4/1/2015 14 Superfund Group Superfund Red EUR SICAV 1.09 10k 3/1/2013 13 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 1.18 1,000k 1/1/2013 12 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.19 2,000k 7/1/2013 11 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.23 1,000k 5/1/2015 10 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 9 Crabel Capital Management Crabel Multi-Product 1.40 1,000k 3/1/1998 8 Superfund Group Superfund Red USD SICAV 1.46 10k 3/1/2013 7 Rosetta Capital Management Macro Program 1.75 50k 1/1/2009 6 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.20 50k 10/1/2011 5 Three Rock Capital Management Global Macro Program 2.82 1,000k 1/1/2009 4 dormouse Limited dormouse - Managed Account 3.53 10,000k 7/1/2011 3 Vivienne Investissement MACH 3 3.80 100k 6/1/2015 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 5.11 25k 1/1/2011 1 AG Capital Investments, LLC Discretionary Global Macro Program 8.35 500k 10/1/2014 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.